+426.2%
BTSG vs ACM
-27.4%
+453.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.8% | -4.9% | -6.0% |
| 7D | -5.8% | -5.9% | +0.1% | -3.6% |
| 30D | 0.0% | -6.2% | +6.2% | +2.0% |
| 3M | -4.5% | -7.9% | +3.4% | -2.2% |
| 6M | +40.0% | -30.6% | +70.6% | +61.7% |
| YTD | +54.6% | -33.3% | +87.8% | +80.8% |
| 1Y | +106.1% | -49.2% | +155.3% | +171.8% |
| All | +426.2% | -27.4% | +453.5% | +462.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ACM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling